stata分组回归

cd C:\Users\admir\Desktop\分析师精度排名
capture erase merge_list.dta
xls2dta: import excel merge_list.xlsx,first case(lower) //第一列即为列名
use merge_list.dta,clear

//查看变量类型，防止变量类型导致不能变化
foreach var of varlist _all{
            local x : type `var'
            local x2=substr("`x'",1,3) //从第一个字符开始提取长度为3的内容
            if "`x2'" == "str"{
                noisily :dis  "文件夹`file'中的`var'是字符型变量，需要修改成数值型变量"                
            }
}


sort assrank
gen g_assrank = group(5)  //工资等分为五组
br assrank g_assrank
tab g_assrank          //样本数基本信息

label define g_assrank 1 "High" 5 "Low"
label value  g_assrank g_assrank  //将变量与标签内容关联起来
                
tabstat acu ope_revenue net_margin, ///
    stat(mean) by(g_assrank) format(%4.2f)

//分组回归
local x "assrank"
reg acu `x' if g_assrank==1, robust
est store Low
reg acu `x' if g_assrank==3, robust
est store Mid  
reg acu `x' if g_assrank==5, robust
est store High
reg acu `x' , robust
est store Full
  
local m "Low Mid High Full"
esttab `m', mtitle(`m') nogap s(r2 r2_a N) b(%6.3f) ///
    star(* 0.1 ** 0.05 *** 0.01) 
    
logout, save(tab_stat1) excel replace fix(15)  //统计结果输出为excel格式

export excel using "FM_SUMMARIZE.xlsx", firstrow(variable) sheet(AAR_file) //输出这张表